+282.5%
APP vs ETHA
-30.3%
+312.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.9% | +3.2% |
| 7D | +0.9% | +0.8% | +0.1% | +0.4% |
| 30D | -23.3% | +27.9% | -51.2% | -30.3% |
| 3M | -42.6% | +38.3% | -81.0% | -49.7% |
| 6M | -33.6% | +14.0% | -47.6% | -37.8% |
| YTD | -52.4% | -17.4% | -35.0% | -51.1% |
| 1Y | -35.9% | -42.7% | +6.8% | -26.8% |
| All | +282.5% | -30.3% | +312.8% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling